oopslink tushare-alpha: Sector Rotation & Ranking
Commands
tushare-cli alpha rank-l1 --end-date 20240201 # L1 sector ranking
tushare-cli alpha rank-l2 --end-date 20240201 # L2 sector ranking
tushare-cli alpha rank-l1-velocity --end-date 20240201 # L1 momentum / velocity
tushare-cli alpha rank-l2-velocity --end-date 20240201 # L2 momentum / velocity
tushare-cli alpha rank-l1-full --end-date 20240201 # L1 full detail
tushare-cli alpha sector-strategy --sector-code 801010.SI --end-date 20240201
Common Workflows
Top 5 sectors by today's return
tushare-cli --format json alpha rank-l1 --end-date 20240201 | \
jq 'sort_by(-.pct_chg) | .[:5]'
Momentum leaders (velocity ranking)
tushare-cli --format json alpha rank-l1-velocity --end-date 20240201 | \
jq 'sort_by(-.velocity) | .[:5]'